Lexapro and Zoloft are in the same class of medications known as SSRIs, which are usually prescribed long term to help treat depression and/or anxiety. Xananx is a benzo which is prescribed as needed usually on a short term basis because it can become extremely addictive in my opinion. In my experience both classes of medication are good at what they are designed for.
As to what medication is best for you, we all react and prefer different types of medication in my opinion...there is 'no one size fits all.' I have had very positive experiences with meds like Zoloft and Lexapro, but remember they can take a good month for you to feel the benefits of it. Whenever I start, stop, or adjust the dosage of a med like Zoloft or Lexapro, I notice some side effects, but they usually subside in a couple of weeks.
I also believe that medication is only part of the answer. I believe that the most important step is going through counseling. By going through counseling it will enable you to confront and deal with the root causes of your anxiety. Keep us posted!
Lexapro and zoloft take weeks to really build up in your system and for you to get the full benefit of it. The problem is that not all medicines are good for all people. For instance I cannot take celexa but it works fine for other people. Xanax is a short term medication. It works quickly but is short lived. Xanax can be used while you are building up the other medications in your system. Klonopin is another one that can be used which is longer acting.
On another note, how much are you drinking? It is good you gave up smoking but if you are drinking "heavily" and having panic attacks perhaps you should cut down the drinking as well. Do it slowly so that you do not shock your system. I had to give up caffeine because it is a stimulant and I don't need any more than I already have.
Lastly, go back to your doctor and tell him/her that the medications prescribed are not for you and why. There are a whole host of medications and I am sure that one of them will work for you if medication is the way you want to go. If it is not, then take a look at the books by Claire Weekes and Joseph Luciani. Best of luck and you have to know that you WILL get better.
Zoloft and xanax never worked for me. Lexapro pulled me out of a horrible depression and controled my anxiety. The worst symptom I had was tiredness. About a year ago I weaned off of it and doing good. I have good days and some bad. I do have klonpin to help my morning anxiety. I notice when it gets close to my period I have a lot of anxiety. I was where u are with it, anxiety controled my life. So thats where u need to way ur options. Either deal with it or try a medication that may help u overcome it. U also could try eating and drinking right and try to cut out the alcohol and that might help. I eat a lot healthy foods now, still cant quit the sodas..lol and I notice the more I drink the next day is so much worse. But at the same time if your drinking to help sooth you, so you can feel a little more normal> I have done the same thing. Anxiety is horrible, the feelings, thinking your going to die. After a while of fighting your just soo worn down about it all. So why not try something that would help. Meds work different with each person. But from my experience lexapro helped me so much... Good Luck